+162.2%
ARM vs ECL
+75.4%
+86.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.9% | -10.2% | -12.1% |
| 7D | -27.1% | +1.7% | -28.8% | -27.5% |
| 30D | -44.9% | +8.9% | -53.8% | -46.5% |
| 3M | -39.3% | +7.4% | -46.7% | -40.8% |
| 6M | -20.2% | +19.3% | -39.5% | -26.4% |
| YTD | +52.5% | +17.4% | +35.1% | +42.2% |
| 1Y | +4.1% | +19.4% | -15.3% | -4.1% |
| 3Y | +211.7% | +80.5% | +131.2% | +159.8% |
| All | +162.2% | +75.4% | +86.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling